Short answer No. The Autofilter is set up to work on a columns only. I imagine you have headers in the rows and you want to filter by the columns. Perhaps put the data in a pivot table and transpose your table in this way you have the same capability. You could also choose which columns you wish to appear. These are just work around solutions though. Most data sets are created in a tabular form to give maximum flexibility with data interrogation.
DV0045 - Hide Matching Columns -- Select a date from a dropdown list in this Excel template, and columns with matching date in the heading are marked. Click a button to hide marked or unmarked columns.